Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,188.1 |
1,197.0 |
8.9 |
0.7% |
1,192.0 |
High |
1,205.5 |
1,202.8 |
-2.7 |
-0.2% |
1,198.4 |
Low |
1,187.0 |
1,192.0 |
5.0 |
0.4% |
1,159.3 |
Close |
1,195.9 |
1,199.3 |
3.4 |
0.3% |
1,183.9 |
Range |
18.5 |
10.8 |
-7.7 |
-41.6% |
39.1 |
ATR |
18.0 |
17.5 |
-0.5 |
-2.9% |
0.0 |
Volume |
100,536 |
71,548 |
-28,988 |
-28.8% |
565,179 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.4 |
1,225.7 |
1,205.2 |
|
R3 |
1,219.6 |
1,214.9 |
1,202.3 |
|
R2 |
1,208.8 |
1,208.8 |
1,201.3 |
|
R1 |
1,204.1 |
1,204.1 |
1,200.3 |
1,206.5 |
PP |
1,198.0 |
1,198.0 |
1,198.0 |
1,199.2 |
S1 |
1,193.3 |
1,193.3 |
1,198.3 |
1,195.7 |
S2 |
1,187.2 |
1,187.2 |
1,197.3 |
|
S3 |
1,176.4 |
1,182.5 |
1,196.3 |
|
S4 |
1,165.6 |
1,171.7 |
1,193.4 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.8 |
1,280.0 |
1,205.4 |
|
R3 |
1,258.7 |
1,240.9 |
1,194.7 |
|
R2 |
1,219.6 |
1,219.6 |
1,191.1 |
|
R1 |
1,201.8 |
1,201.8 |
1,187.5 |
1,191.2 |
PP |
1,180.5 |
1,180.5 |
1,180.5 |
1,175.2 |
S1 |
1,162.7 |
1,162.7 |
1,180.3 |
1,152.1 |
S2 |
1,141.4 |
1,141.4 |
1,176.7 |
|
S3 |
1,102.3 |
1,123.6 |
1,173.1 |
|
S4 |
1,063.2 |
1,084.5 |
1,162.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,205.5 |
1,168.0 |
37.5 |
3.1% |
15.1 |
1.3% |
83% |
False |
False |
98,820 |
10 |
1,207.5 |
1,159.3 |
48.2 |
4.0% |
16.1 |
1.3% |
83% |
False |
False |
99,089 |
20 |
1,222.1 |
1,159.3 |
62.8 |
5.2% |
17.0 |
1.4% |
64% |
False |
False |
60,865 |
40 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
18.6 |
1.5% |
36% |
False |
False |
34,686 |
60 |
1,270.6 |
1,159.3 |
111.3 |
9.3% |
19.4 |
1.6% |
36% |
False |
False |
24,856 |
80 |
1,270.6 |
1,127.8 |
142.8 |
11.9% |
19.2 |
1.6% |
50% |
False |
False |
19,339 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.2 |
1.5% |
61% |
False |
False |
15,759 |
120 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.1 |
1.5% |
61% |
False |
False |
13,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.7 |
2.618 |
1,231.1 |
1.618 |
1,220.3 |
1.000 |
1,213.6 |
0.618 |
1,209.5 |
HIGH |
1,202.8 |
0.618 |
1,198.7 |
0.500 |
1,197.4 |
0.382 |
1,196.1 |
LOW |
1,192.0 |
0.618 |
1,185.3 |
1.000 |
1,181.2 |
1.618 |
1,174.5 |
2.618 |
1,163.7 |
4.250 |
1,146.1 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,198.7 |
1,197.4 |
PP |
1,198.0 |
1,195.5 |
S1 |
1,197.4 |
1,193.6 |
|